arXiv research

The Penrose theorem and Hawking's topology theorem are extended to weighted spacetimes.

A key result in four dimensional black hole physics, since the early 1970s, is Hawking's topology theorem asserting that the cross-sections of an "apparent horizon", separating the black hole region from the rest of the spacetime, are topologically two-spheres. Later, during the 1990s, by applying a variant of Hawking'…

Hawking's theorem on the topology of black holes asserts that cross sections of the event horizon in 4-dimensional asymptotically flat stationary black hole spacetimes obeying the dominant energy condition are topologically 2-spheres. This conclusion extends to outer apparent horizons in spacetimes that are not necessa…

The Gannon-Lee singularity theorems give well-known restrictions on the spatial topology of singularity-free (i.e., nonspacelike geodesically complete), globally hyperbolic spacetimes. In this paper, we revisit these classic results in the light of recent developments, especially the failure in higher dimensions of a c…

Scalar-tensor gravitation theories, such as the Brans-Dicke family of theories, are commonly partly described by a modified Einstein equation in which the Ricci tensor is replaced by the Bakry-Émery-Ricci tensor of a Lorentzian metric and scalar field. In physics this formulation is sometimes referred to as the "Jordan…

We summarize the main ideas of General Relativity and Lorentzian geometry, leading to a proof of the simplest of the celebrated Hawking-Penrose singularity theorems. The reader is assumed to be familiar with Riemannian geometry and point set topology.

The study examines Hawkes processes and their long-term behavior.

The paper proves a Hawking-type singularity theorem using worldvolume quantum strong energy inequalities.

The paper develops Hawkes-based models for LOB and applies them to European, spread, and basket option pricing.

Proves Hawking's theorem for less smooth spacetime metrics.

The Hawking energy is nonnegative and rigid on area-constrained surfaces in general relativity.

Study complex structures of hyperkähler manifolds with infinite type.

Many classical results in relativity theory concerning spherically symmetric space-times have easy generalizations to warped product space-times, with a two-dimensional Lorentzian base and arbitrary dimensional Riemannian fibers. We first give a systematic presentation of the main geometric constructions, with emphasis…

The paper extends Hawking's singularity theorem to metrics with Hölder continuity and bounded curvature.

Study characterizes compact Einstein-type manifolds with boundary.

It is shown that in a class of maximal globally hyperbolic spacetimes admitting two local Killing vectors, the past (defined with respect to an appropriate time orientation) of any compact constant mean curvature hypersurface can be covered by a foliation of compact constant mean curvature hypersurfaces. Moreover, the …

We provide a detailed proof of Hawking's singularity theorem in the regularity class $C^{1,1}$, i.e., for spacetime metrics possessing locally Lipschitz continuous first derivatives. The proof uses recent results in $C^{1,1}$-causality theory and is based on regularisation techniques adapted to the causal structure.

Study on stellar models' topology and mass using minimal surfaces.

In this paper, we study various new Hawkes processes. Specifically, we construct general compound Hawkes processes and investigate their properties in limit order books. With regards to these general compound Hawkes processes, we prove a Law of Large Numbers (LLN) and a Functional Central Limit Theorems (FCLT) for seve…

The paper proves nonexistence of NNSC cobordism for Bartnik data under certain conditions.

Synthetic framework for null hypersurfaces in non-smooth spacetimes.

Study differentially private methods for learning Hawkes processes.

Study of spacetimes in cosmology without symmetry assumptions.

The paper establishes a central limit theorem for estimating the influence parameter in a partially observed Hawkes process system.

We show that the Hawking--Penrose singularity theorem, and the generalisation of this theorem due to Galloway and Senovilla, continue to hold for Lorentzian metrics that are of $C^{1, 1}$-regularity. We formulate appropriate weak versions of the strong energy condition and genericity condition for $C^{1,1}$-metrics, an…

3D metrics get scalar curvature bounds via IMCF.

Paper develops efficient estimator for Hawkes processes using representer theorem.

In this paper, we introduce a new model for the risk process based on general compound Hawkes process (GCHP) for the arrival of claims. We call it risk model based on general compound Hawkes process (RMGCHP). The Law of Large Numbers (LLN) and the Functional Central Limit Theorem (FCLT) are proved. We also study the ma…

Proves properties of free boundary stable MOTS in spacetimes.

This survey introduces synthetic timelike Ricci curvature bounds in Lorentzian spaces.

In this paper we introduce two new Hawkes processes, namely, compound and regime-switching compound Hawkes processes, to model the price processes in limit order books. We prove Law of Large Numbers and Functional Central Limit Theorems (FCLT) for both processes. The two FCLTs are applied to limit order books where we …

Cosmological singularity theorems such as that of Hawking and Penrose assume local curvature conditions as well as global ones like the existence of a compact (achronal) slice. Here, we prove a new singularity theorem for chronological spacetimes that satisfy what we call a `past null focusing' condition. Such a condit…

In this paper, we study various new Hawkes processes, namely, so-called general compound and regime-switching general compound Hawkes processes to model the price processes in the limit order books. We prove Law of Large Numbers (LLN) and Functional Central Limit Theorems (FCLT) for these processes. The latter two FCLT…

Extends singularity theorems to low regularity metrics.

Because of their tractability and their natural interpretations in term of market quantities, Hawkes processes are nowadays widely used in high-frequency finance. However, in practice, the statistical estimation results seem to show that very often, only nearly unstable Hawkes processes are able to fit the data properl…

Researchers prove a 30-year-old cosmological conjecture about spacetime.

We consider the Hawking-Penrose singularity theorems and the Lorentzian splitting theorem under the weaker curvature condition of nonnegative Bakry-Emery-Ricci curvature $Ric_f^m$ in timelike directions. We prove that they still hold when $m$ is finite, and when $m$ is infinite, they hold under the additional assumptio…

The causal structure of a strongly causal spacetime is particularly well endowed. Not only does it determine the conformal spacetime geometry when the spacetime dimension n >2, as shown by Malament and Hawking-King-McCarthy (MHKM), but also the manifold dimension. The MHKM result, however, applies more generally to spa…

New MGCPP model for order flow in financial markets.

New self-exciting random evolutions (SEREs) for modeling traffic and transport processes.

We consider a classical risk process with arrival of claims following a non-stationary Hawkes process. We study the asymptotic regime when the premium rate and the baseline intensity of the claims arrival process are large, and claim size is small. The main goal of the article is to establish a diffusion approximation …

In this paper, we design a nonparametric online algorithm for estimating the triggering functions of multivariate Hawkes processes. Unlike parametric estimation, where evolutionary dynamics can be exploited for fast computation of the gradient, and unlike typical function learning, where representer theorem is readily …

We develop area and volume comparison theorems for the evolution of spacelike, acausal, causally complete hypersurfaces in Lorentzian manifolds, where one has a lower bound on the Ricci tensor along timelike curves, and an upper bound on the mean curvature of the hypersurface. Using these results, we give a new proof o…

We study the area preserving Willmore flow in an asymptotic region of an asymptotically flat manifold which is $C^{3}-$close to Schwarzschild. It was shown by Lamm, Metzger and Schulze that such an end is foliated by spheres of Willmore type. In this paper, we prove that the leaves of this foliation are stable under sm…

The study proves local rigidity of minimal 2-spheres in electrovacuum spacetimes.

The study proves a transverse diameter theorem for Lorentzian foliations.

Positive energy theorems for spin initial data with charge in higher dimensions.

Methodology for estimating marked Hawkes processes with neural networks.